+159.8%
CVE vs PPG
+24.5%
+135.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +3.8% |
| 7D | +0.2% | 0.0% | +0.2% | +0.1% |
| 30D | +17.5% | -7.8% | +25.3% | +22.0% |
| 3M | +16.2% | -2.2% | +18.4% | +15.0% |
| 6M | +47.8% | +4.1% | +43.6% | +37.9% |
| YTD | +98.5% | +9.1% | +89.4% | +78.8% |
| 1Y | +109.8% | +1.0% | +108.8% | +96.4% |
| 3Y | +75.5% | -13.3% | +88.7% | +75.0% |
| 5Y | +341.6% | -19.2% | +360.8% | +340.3% |
| 10Y | +159.8% | +25.9% | +133.9% | +87.6% |
| All | +159.8% | +24.5% | +135.3% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling